+132.4%
IBM vs CF
+569.3%
-437.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.7% |
| 7D | -0.3% | +6.0% | -6.3% | -1.4% |
| 30D | +0.3% | +14.8% | -14.6% | -2.5% |
| 3M | -21.6% | +14.1% | -35.7% | -23.7% |
| 6M | -4.7% | +28.5% | -33.2% | -11.0% |
| YTD | -19.1% | +74.9% | -94.0% | -29.4% |
| 1Y | -2.5% | +61.7% | -64.2% | -13.7% |
| 3Y | +74.2% | +80.3% | -6.2% | +47.3% |
| 5Y | +113.1% | +226.0% | -112.8% | +43.9% |
| All | +132.4% | +569.3% | -437.0% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling